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摘要翻译：
提出了copula互换性和径向对称性的新的非参数检验。该测试的新方面是利用与相关对称假设相关的群不变性条件的重采样过程。它们可以被视为对称性随机化检验的可行版本，后者由于边缘的不可观察性而不适用。我们的测试计算简单，渐近控制尺寸，一致地检测任意形式的不对称，并且不需要指定调谐参数。仿真结果表明，与现有的涉及乘法器引导的程序相比，该程序具有很好的小样本特性。
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英文标题：
《Randomization tests of copula symmetry》
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作者：
Brendan K. Beare and Juwon Seo
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最新提交年份：
2019
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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英文摘要：
New nonparametric tests of copula exchangeability and radial symmetry are proposed. The novel aspect of the tests is a resampling procedure that exploits group invariance conditions associated with the relevant symmetry hypothesis. They may be viewed as feasible versions of randomization tests of symmetry, the latter being inapplicable due to the unobservability of margins. Our tests are simple to compute, control size asymptotically, consistently detect arbitrary forms of asymmetry, and do not require the specification of a tuning parameter. Simulations indicate excellent small sample properties compared to existing procedures involving the multiplier bootstrap.
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PDF链接：
https://arxiv.org/pdf/1911.05307
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